Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
- | - | - | - | 0 | 0 | 0 | 0 | 0 | 0 | - | - |
16/12/2022 | - | - | - | 0 | 0 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
15/12/2022 | 4.32% | 0.22 | 0.23 | 225,000 | 225,000 | 232,100 | 232,099 | 52,542 | 54,863 | 99.48% | 99.48% |
14/12/2022 | 4.04% | 0.27 | 0.28 | 200,000 | 200,000 | 219,938 | 219,939 | 53,330 | 55,529 | 100.00% | 100.00% |
13/12/2022 | 6.13% | 0.17 | 0.18 | 300,000 | 300,000 | 330,336 | 330,336 | 52,249 | 55,552 | 65.22% | 65.22% |
12/12/2022 | 5.14% | 0.16 | 0.17 | 300,000 | 300,000 | 270,769 | 270,768 | 51,296 | 54,003 | 100.00% | 100.00% |
09/12/2022 | 4.98% | 0.20 | 0.21 | 250,000 | 250,000 | 261,349 | 261,350 | 51,139 | 53,753 | 98.80% | 98.80% |
08/12/2022 | 6.80% | 0.17 | 0.18 | 300,000 | 300,000 | 367,465 | 367,465 | 52,188 | 55,862 | 98.24% | 98.24% |
07/12/2022 | 6.69% | 0.15 | 0.16 | 325,000 | 325,000 | 360,251 | 360,250 | 52,037 | 55,640 | 100.00% | 100.00% |
06/12/2022 | 6.71% | 0.16 | 0.17 | 350,000 | 350,000 | 359,931 | 359,931 | 51,948 | 55,547 | 100.00% | 100.00% |